Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47359.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45964.71 Kr¶

PnL: ---------------------------------------> -923.86 Kr¶

DD now: ---------------------------------> -2.612 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:41:11.327663'

Anic Portfolio¶

This Week¶

Return: -1.141 %¶

Total¶

Return: 55.065 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.960000 802.000000 129.000000 19.170000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.200000 3448.800000 71.800000 2.130000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Intrum 4 6.490000 564.600000 37.600000 7.130000 527.000000
Samhällsbyggnadsbo. i Norden B 20 -0.230000 391.100000 36.100000 10.170000 355.000000
AcadeMedia 12 -0.040000 585.360000 28.360000 5.090000 557.000004
Corem Property Group B 59 -2.390000 602.390000 25.390000 4.400000 576.999999
Resurs Holding 22 -0.880000 596.640000 22.640000 3.940000 573.999998
Boozt 12 0.220000 1671.600000 17.600000 1.060000 1653.999996
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Swedbank A 3 -0.720000 575.550000 11.550000 2.050000 564.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Securitas B 6 -0.190000 577.680000 7.680000 1.350000 570.000000
Coor Service Management Hold. 8 0.300000 536.800000 4.800000 0.900000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.100000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Nordea Bank Abp 29 -0.520000 3451.000000 -3.000000 -0.090000 3453.999992
CTEK 13 0.250000 530.400000 -3.600000 -0.670000 533.999999
Handelsbanken A 5 -0.830000 535.250000 -10.750000 -1.970000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -3.930000 537.200000 -36.800000 -6.410000 574.000000
International Petroleum Corp. 5 -0.540000 549.500000 -45.070000 -7.580000 594.565215
Beijer Electronics Group 26 -7.120000 2917.200000 -53.800000 -1.810000 2971.000006
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.220000 1420.200000 -243.800000 -14.650000 1663.999992
Axfood 13 -2.940000 3471.000000 -285.000000 -7.590000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45971.150000 -917.420000 -2.59873% 46888.564618

Updated:¶

'2023-01-26 11:40:19.285730'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶